SRLN
SPDR BLACKSTONE SENIOR LOAN ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SRLN Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.53% | 7.06% | 4.70% | 4.71% | 4.10% | 4.58% | 3.74% | 4.04% |
| Sharpe Ratio | 2.04 | 2.30 | 1.86 | 1.18 | 1.51 | 0.74 | 1.43 | 0.68 |
| Max Drawdown | -3.26% | -3.26% | -4.26% | -7.93% | -7.75% | -22.29% | -7.75% | -22.29% |
| % Time Invested | 100.0% | 100.0% | 88.0% | 100.0% | 93.0% | 100.0% | 88.8% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 2.4 | 0.0 | 3.0 | 0.0 | 3.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-01-05 | Open | Open | 33% | $34.93 | $40.58 | 16.18% | Mark-to-Market |
| 2023-05-03 | Open | Open | 34% | $32.48 | $40.58 | 24.95% | Mark-to-Market |
| 2026-04-13 | Open | Interest | 33% | $1.00 | $1.00 | 0.22% | Mark-to-Market |
| 2026-04-09 | 2026-04-13 | Completed | 33% | $40.26 | $40.17 | -0.22% | Signal |
| 2026-03-11 | 2026-04-09 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-07-30 | 2026-03-11 | Completed | 33% | $39.38 | $39.85 | 1.21% | Signal |
| 2025-07-08 | 2025-07-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-07-03 | 2025-07-08 | Completed | 33% | $39.17 | $39.18 | 0.02% | Signal |
| 2025-05-21 | 2025-07-03 | Interest | 33% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2025-05-16 | 2025-05-21 | Completed | 33% | $38.54 | $38.52 | -0.07% | Signal |
| 2025-04-14 | 2025-05-16 | Interest | 33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2023-07-10 | 2025-04-14 | Completed | 33% | $33.24 | $37.36 | 12.39% | Signal |
| 2023-12-12 | 2024-01-05 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-12-06 | 2023-12-12 | Completed | 33% | $34.51 | $34.56 | 0.14% | Signal |
| 2023-09-20 | 2023-12-06 | Interest | 33% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2023-09-18 | 2023-09-20 | Completed | 33% | $34.02 | $34.05 | 0.10% | Signal |
| 2023-01-12 | 2023-09-18 | Interest | 33% | $1.00 | $1.03 | 2.53% | Interest Income |
| 2023-06-14 | 2023-07-10 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2023-02-14 | 2023-06-14 | Completed | 33% | $32.40 | $32.88 | 1.48% | Signal |
| 2023-01-12 | 2023-05-03 | Interest | 34% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2023-01-12 | 2023-02-14 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-01-10 | 2023-01-12 | Completed | 33% | $32.10 | $32.14 | 0.14% | Signal |
| 2023-01-10 | 2023-01-12 | Completed | 34% | $32.10 | $32.14 | 0.14% | Signal |
| 2023-01-10 | 2023-01-12 | Completed | 33% | $32.10 | $32.14 | 0.14% | Signal |
| 2022-07-29 | 2023-01-10 | Interest | 33% | $1.00 | $1.02 | 1.58% | Interest Income |
| 2022-04-13 | 2023-01-10 | Interest | 34% | $1.00 | $1.02 | 2.44% | Interest Income |
| 2022-03-02 | 2023-01-10 | Interest | 33% | $1.00 | $1.03 | 2.72% | Interest Income |
| 2022-07-08 | 2022-07-29 | Completed | 33% | $30.85 | $31.58 | 2.36% | Signal |
| 2022-06-14 | 2022-07-08 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2021-03-10 | 2022-06-14 | Completed | 33% | $32.03 | $31.15 | -2.76% | Stop |
| 2020-10-14 | 2022-04-13 | Completed | 34% | $30.64 | $32.82 | 7.12% | Signal |
| 2020-07-21 | 2022-03-02 | Completed | 33% | $29.85 | $32.88 | 10.15% | Signal |
| 2020-11-24 | 2021-03-10 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2020-04-01 | 2020-11-24 | Completed | 33% | $26.57 | $31.13 | 17.13% | Signal |
| 2020-09-22 | 2020-10-14 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-09-18 | 2020-09-22 | Completed | 34% | $30.85 | $30.66 | -0.60% | Signal |
| 2020-06-01 | 2020-09-18 | Interest | 34% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2020-06-01 | 2020-07-21 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-05-28 | 2020-06-01 | Completed | 33% | $28.93 | $29.02 | 0.30% | Signal |
| 2020-05-28 | 2020-06-01 | Completed | 34% | $28.93 | $29.02 | 0.30% | Signal |
| 2020-04-03 | 2020-05-28 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-03-10 | 2020-05-28 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2020-04-01 | 2020-04-03 | Completed | 34% | $26.57 | $26.57 | -0.03% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-06-20 | 2020-03-10 | Completed | 34% | $29.54 | $28.98 | -1.90% | Stop |
| 2019-05-06 | 2020-03-10 | Completed | 33% | $29.72 | $28.98 | -2.48% | Stop |
| 2017-02-03 | 2020-03-10 | Completed | 33% | $27.20 | $28.98 | 6.57% | Stop |
| 2019-04-11 | 2019-06-20 | Interest | 34% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2019-04-11 | 2019-05-06 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2019-04-09 | 2019-04-11 | Completed | 33% | $29.37 | $29.41 | 0.13% | Signal |
| 2019-04-09 | 2019-04-11 | Completed | 34% | $29.37 | $29.41 | 0.13% | Signal |
| 2019-03-01 | 2019-04-09 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2019-03-01 | 2019-04-09 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2019-02-26 | 2019-03-01 | Completed | 33% | $29.19 | $29.29 | 0.34% | Signal |
| 2019-02-26 | 2019-03-01 | Completed | 34% | $29.19 | $29.29 | 0.34% | Signal |
| 2018-12-19 | 2019-02-26 | Interest | 34% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2018-12-17 | 2019-02-26 | Interest | 33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2016-07-26 | 2018-12-19 | Completed | 34% | $26.48 | $28.23 | 6.62% | Signal |
| 2018-08-30 | 2018-12-17 | Completed | 33% | $28.91 | $28.37 | -1.87% | Signal |
| 2018-07-20 | 2018-08-30 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2016-05-11 | 2018-07-20 | Completed | 33% | $26.06 | $28.71 | 10.17% | Signal |
| 2015-06-11 | 2017-02-03 | Interest | 33% | $1.00 | $1.03 | 3.32% | Interest Income |
| 2015-11-04 | 2016-07-26 | Interest | 34% | $1.00 | $1.01 | 1.36% | Interest Income |
| 2015-08-21 | 2016-05-11 | Interest | 33% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2015-09-17 | 2015-11-04 | Completed | 34% | $26.13 | $25.85 | -1.10% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-05-14 | 2015-08-25 | Completed | 34% | $26.31 | $25.89 | -1.59% | Stop |
| 2015-03-30 | 2015-08-21 | Completed | 33% | $26.16 | $26.04 | -0.48% | Signal |
| 2015-05-11 | 2015-06-11 | Completed | 33% | $26.38 | $26.36 | -0.08% | Signal |
| 2015-03-26 | 2015-05-14 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2015-03-26 | 2015-05-11 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2015-03-26 | 2015-03-30 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
